Repository for the Trading Team Project based on Mean Reversion for QFin Semester 1 2022
Requirements: python + pip
Installation and Run:
1. pip install -r requirements.txt
2. Download extra data (Optional) using API_Interface.py
3. python momentum_algorithm.py
Useful Resources:
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Pandas Documentation: https://pandas.pydata.org/docs/
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Bollinger Band Generation in Pandas: https://www.learnpythonwithrune.org/pandas-calculate-and-plot-the-bollinger-bands-for-a-stock/
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Past Projects (Momentum Trading was completed on similar backend):
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Mean Reversion Resources:
- https://decodingmarkets.com/mean-reversion-trading-strategy/
- https://www.quantstart.com/articles/Basics-of-Statistical-Mean-Reversion-Testing/
- https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=3295&context=sis_research
- https://forextraininggroup.com/finding-an-edge-with-mean-reversion-trading-strategies/
- https://www.youtube.com/watch?v=IK7pnQW20M4&ab_channel=FinancialSource
- https://www.youtube.com/watch?v=9yTrfhvJhUw&ab_channel=CriticalTrading
- https://www.youtube.com/watch?v=0PfgqNYTl4Q&ab_channel=MattMacarty
Project designed and developed by The 2022 Director of Trading, Jake Lyell